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Ah ok... so I dont' think the Applystop is what you want.
Try this:
Sell = <see conditions>;
Sell = Sell or C < Highestsince( Buy, StopPriceArr, 1);
^-You can chagne this value to what you want. I
assume this is EOD system.
- chris
--- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx> wrote:
>
> hi christoper!
>
> I coded a little function to write arrays in .xls files and open
> them using Excel. So I am sure about the contents of arrays. I dont
> plot them.
>
> An example for ^DJI the last buy-signal occurred 28/10/2004, the
> system would buy ^DJI at next open 10004,70. Last SwingLow was
> 9660,18. This would be my StopLoss. All testdata are EOD from Yahoo-
> historical.
>
> The system is so to say simple: when I have a buy, I use the last
> SwingLow as Stop and turn the position. I have all the information
> in arrays but dont know how to code APPLYSTOP() to set 9660.18 as
my
> sellstop.
>
> The arrays:
>
> myBuySignal: row 605 = 1
> BUY: row 605 = 1
> BUYPRICE: row 605 = 9888.25 (the open of the 28/10/2004
> SellStopArr: row 605 = 9660.18 (last SwingLow)
>
>
> You see, the information in row 605 in BUYARRAY is wrong, because I
> buy on next open, it should be 10004,70, which is in row 606.
>
>
>
> for your convinience the function to write array in Excel files:
>
> //************************************************/
> function PrintArray1 (array,arrName)
> //************************************************/
> {
> fh = fopen( "c:\\programm
> Files\\amibroker\\afl\\"+"___"+arrname+".xls", "w");
> for( i = 0; i < BarCount; i++ )
> {
> ds = StrFormat("%g.-%g.\n", i, array[ i ]);
> fputs( ds, fh );
> }
> fclose( fh );
> }
>
> Call example:
> printarray1(Buy,"Buy");
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> >
> > 1 - Have you plotted the StopPriceArr to know that this is
> correct?
> > Or is it changing each bar, such that the stop is always
> fluctuating
> > and the price will never trigger it. You might need something
> like
> > StopPriceArr = HighestSince(Buy, StopPriceArr, 1) to kinda lock
in
> > the trail.
> >
> > 2 - If you are trying to plot the stop you may need to utilize
> > Equity(1); somewhere in your code.
> >
> > I might not understand your system too well, so perhaps
additional
> > clarification might help...
> >
> > - chris
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx>
wrote:
> > >
> > > Hello!
> > >
> > > some days ago I asked for help, how to use APPLYSTOP() to turn
a
> > > position when a CLOSE crossed a certain stop which is defined
as
> a
> > > price. It looks like this is not possible!?
> > >
> > > So I thought I could use the difference between the payed price
> and
> > > the stop-price and use APPLYSTOP() with Mode=2(stopTypeLoss)
> type=2
> > (
> > > amount in points) amount=calculated difference in points.
> > >
> > > Would someone confirm this is the right way to do?
> > >
> > > For the payed price I would use arrays BUYPRICE and SELLPRICE,
> but
> > I
> > > have found out, they are exactly similar to the OPEN price of
> the
> > > day (or bar) the buysignal occurred. Even I set SetTradeDelays(
> 1,
> > > 1, 1, 1 ) ; Why does BUYPRICE and SELLPRICE not reflect the
real
> > > payed price? Do I have to create correct BUYPRICE and SELLPRICE
> > > arrays by myself?
> > >
> > > Thanx for any suggestions,
> > >
> > > enzo
> > >
> > >
> > >
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "enzo" <herrfrechdax@xxxx>
> wrote:
> > > >
> > > > Hello usergroup!
> > > >
> > > > In my AITM trading-system buy- and sell-signals are generated
> at
> > > > CLOSE and executed at next open. Stops are set at the last
> > > > SwingHighs/-lows before the signal occurred. Those SH/SH´s
are
> > > > written in an array "StopPriceArr". A close beyound/below a
> stop
> > > > should turn the position and be executed at next open.
> > > > Can someone help me to code the stops?
> > > >
> > > >
> > > > So far I coded:
> > > >
> > > > SetTradeDelays( 1, 1, 1, 1 ) ;
> > > > SetOption("ActivateStopsImmediately",True);
> > > > .
> > > > .
> > > > .
> > > > BUY=BuyCondition;
> > > > SELL=SellCondition;
> > > > ApplyStop(0,2,StopPriceArr,2);
> > > > Short = Sell;
> > > > Cover = Buy;
> > > >
> > > >
> > > > It seems it is not working as I expected and actually I am
not
> > > > surprised by it, cause I cannot make a sense of the
> combinations
> > > of
> > > > ApplyStop-paramaters.
> > > >
> > > > Can you?
> > > >
> > > > Thanx in advance
> > > > enzo
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